Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2005

Volume: 29

Issue: 1-2

Pages: 63-96

Authors (3)

Charemza, Wojciech W. (not in RePEc) Lifshits, Mikhail (not in RePEc) Makarova, Svetlana (University College London (UCL...)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count